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Ivory Hedgehog
Conor MacNeil could you please check this point?
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Tetiana Afanasieva
Ivory Hedgehog: Hi,
Thanks for flagging this.
I checked the raw data for XJSE. The drop before 2015 comes from a dividend adjustment in our S&P Capital IQ data, and our chart matches the data we are receiving.
The adjustment looks unusual for this ETF, so I’ve asked CIQ to check it on their end. I’ll update you once I receive more details.
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Ivory Hedgehog
Maria Karpenko any answer on this?
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Ivory Hedgehog
see what chatgpt says, there is a data error. same thing in the marketwatch data (CNY dividends that make no sense). Have you found an explanation? Maria Karpenko
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Ivory Hedgehog
or more likely it is an issue with how the dividend is accounted for (given that the chart excluding dividends looks fine)
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Ivory Hedgehog
the security is XJSE
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Ivory Hedgehog
i am having the same issue in model portfolio so it doesnt appear to be a charting issue. the total return of a bond goes up 140% in one day. looks like a data error to me
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Maria Karpenko
Ivory Hedgehog: we calculate the return in model portfolios based on adjusted prices.
Calculation includes:
Adjusted prices for each holding (including dividends and splits)
Foreign exchange (FX) rates for holdings in other currencies
Portfolio components such as cash, fees, and scheduled rebalances
Daily calculation logic:
For each day, we calculate the return for every holding based on adjusted prices. These are then weighted and combined according to their portfolio allocations, with rebalances applied as scheduled.
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Ivory Hedgehog
Maria Karpenko I can't understand how a bond fund can have a 150% return in one day. is there an explanation?
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Maria Karpenko
updated the status to
complete
Hi! Thanks for the screenshot.
It looks like you are looking at dividend-adjusted prices. Koyfin offers both dividend-adjusted and unadjusted historical price data. You can change this setting at the bottom of the G chart, where you will see the option to toggle between adjusted and unadjusted prices.
You can read more about adjusted vs. unadjusted prices here: https://www.koyfin.com/help/adjusted-vs-unadjusted-prices/
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Ivory Hedgehog
it doesn't seem possible that this is the correct data feed (huge jump in jan 2015)